Function with finite integral #
In this file we define the predicate HasFiniteIntegral
, which is then used to define the
predicate Integrable
in the corresponding file.
Main definition #
- Let
f : α → β
be a function, whereα
is aMeasureSpace
andβ
aNormedAddCommGroup
. ThenHasFiniteIntegral f
means∫⁻ a, ‖f a‖ₑ < ∞
.
Tags #
finite integral
Some results about the Lebesgue integral involving a normed group #
@[deprecated MeasureTheory.lintegral_enorm_eq_lintegral_edist (since := "2025-01-20")]
theorem
MeasureTheory.lintegral_nnnorm_eq_lintegral_edist
{α : Type u_1}
{β : Type u_2}
{m : MeasurableSpace α}
{μ : Measure α}
[NormedAddCommGroup β]
(f : α → β)
:
theorem
MeasureTheory.lintegral_norm_eq_lintegral_edist
{α : Type u_1}
{β : Type u_2}
{m : MeasurableSpace α}
{μ : Measure α}
[NormedAddCommGroup β]
(f : α → β)
:
theorem
MeasureTheory.lintegral_edist_triangle
{α : Type u_1}
{β : Type u_2}
{m : MeasurableSpace α}
{μ : Measure α}
[NormedAddCommGroup β]
{f g h : α → β}
(hf : AEStronglyMeasurable f μ)
(hh : AEStronglyMeasurable h μ)
:
theorem
MeasureTheory.lintegral_enorm_zero
{α : Type u_1}
{β : Type u_2}
{m : MeasurableSpace α}
{μ : Measure α}
[NormedAddCommGroup β]
:
theorem
MeasureTheory.lintegral_enorm_add_left
{α : Type u_1}
{β : Type u_2}
{γ : Type u_3}
{m : MeasurableSpace α}
{μ : Measure α}
[NormedAddCommGroup β]
[NormedAddCommGroup γ]
{f : α → β}
(hf : AEStronglyMeasurable f μ)
(g : α → γ)
:
theorem
MeasureTheory.lintegral_enorm_add_right
{α : Type u_1}
{β : Type u_2}
{γ : Type u_3}
{m : MeasurableSpace α}
{μ : Measure α}
[NormedAddCommGroup β]
[NormedAddCommGroup γ]
(f : α → β)
{g : α → γ}
(hg : AEStronglyMeasurable g μ)
:
@[deprecated MeasureTheory.lintegral_enorm_zero (since := "2025-01-21")]
theorem
MeasureTheory.lintegral_nnnorm_zero
{α : Type u_1}
{β : Type u_2}
{m : MeasurableSpace α}
{μ : Measure α}
[NormedAddCommGroup β]
:
Alias of MeasureTheory.lintegral_enorm_zero
.
@[deprecated MeasureTheory.lintegral_enorm_add_left (since := "2025-01-21")]
theorem
MeasureTheory.lintegral_nnnorm_add_left
{α : Type u_1}
{β : Type u_2}
{γ : Type u_3}
{m : MeasurableSpace α}
{μ : Measure α}
[NormedAddCommGroup β]
[NormedAddCommGroup γ]
{f : α → β}
(hf : AEStronglyMeasurable f μ)
(g : α → γ)
:
Alias of MeasureTheory.lintegral_enorm_add_left
.
@[deprecated MeasureTheory.lintegral_enorm_add_right (since := "2025-01-21")]
theorem
MeasureTheory.lintegral_nnnorm_add_right
{α : Type u_1}
{β : Type u_2}
{γ : Type u_3}
{m : MeasurableSpace α}
{μ : Measure α}
[NormedAddCommGroup β]
[NormedAddCommGroup γ]
(f : α → β)
{g : α → γ}
(hg : AEStronglyMeasurable g μ)
:
Alias of MeasureTheory.lintegral_enorm_add_right
.
@[deprecated MeasureTheory.lintegral_enorm_neg (since := "2025-01-21")]
theorem
MeasureTheory.lintegral_nnnorm_neg
{α : Type u_1}
{β : Type u_2}
{m : MeasurableSpace α}
{μ : Measure α}
[NormedAddCommGroup β]
{f : α → β}
:
Alias of MeasureTheory.lintegral_enorm_neg
.
The predicate HasFiniteIntegral
#
def
MeasureTheory.HasFiniteIntegral
{α : Type u_1}
{ε : Type u_4}
[ENorm ε]
{x✝ : MeasurableSpace α}
(f : α → ε)
(μ : Measure α := by volume_tac)
:
HasFiniteIntegral f μ
means that the integral ∫⁻ a, ‖f a‖ ∂μ
is finite.
HasFiniteIntegral f
means HasFiniteIntegral f volume
.
Instances For
theorem
MeasureTheory.hasFiniteIntegral_iff_enorm
{α : Type u_1}
{β : Type u_2}
{m : MeasurableSpace α}
{μ : Measure α}
[NormedAddCommGroup β]
{f : α → β}
:
@[deprecated MeasureTheory.hasFiniteIntegral_iff_enorm (since := "2025-01-20")]
theorem
MeasureTheory.hasFiniteIntegral_iff_nnnorm
{α : Type u_1}
{β : Type u_2}
{m : MeasurableSpace α}
{μ : Measure α}
[NormedAddCommGroup β]
{f : α → β}
:
theorem
MeasureTheory.hasFiniteIntegral_iff_norm
{α : Type u_1}
{β : Type u_2}
{m : MeasurableSpace α}
{μ : Measure α}
[NormedAddCommGroup β]
(f : α → β)
:
HasFiniteIntegral f μ ↔ ∫⁻ (a : α), ENNReal.ofReal ‖f a‖ ∂μ < ⊤
theorem
MeasureTheory.hasFiniteIntegral_iff_edist
{α : Type u_1}
{β : Type u_2}
{m : MeasurableSpace α}
{μ : Measure α}
[NormedAddCommGroup β]
(f : α → β)
:
theorem
MeasureTheory.hasFiniteIntegral_iff_ofReal
{α : Type u_1}
{m : MeasurableSpace α}
{μ : Measure α}
{f : α → ℝ}
(h : 0 ≤ᶠ[ae μ] f)
:
HasFiniteIntegral f μ ↔ ∫⁻ (a : α), ENNReal.ofReal (f a) ∂μ < ⊤
theorem
MeasureTheory.hasFiniteIntegral_iff_ofNNReal
{α : Type u_1}
{m : MeasurableSpace α}
{μ : Measure α}
{f : α → NNReal}
:
theorem
MeasureTheory.HasFiniteIntegral.mono
{α : Type u_1}
{β : Type u_2}
{γ : Type u_3}
{m : MeasurableSpace α}
{μ : Measure α}
[NormedAddCommGroup β]
[NormedAddCommGroup γ]
{f : α → β}
{g : α → γ}
(hg : HasFiniteIntegral g μ)
(h : ∀ᵐ (a : α) ∂μ, ‖f a‖ ≤ ‖g a‖)
:
theorem
MeasureTheory.HasFiniteIntegral.mono'
{α : Type u_1}
{β : Type u_2}
{m : MeasurableSpace α}
{μ : Measure α}
[NormedAddCommGroup β]
{f : α → β}
{g : α → ℝ}
(hg : HasFiniteIntegral g μ)
(h : ∀ᵐ (a : α) ∂μ, ‖f a‖ ≤ g a)
:
theorem
MeasureTheory.HasFiniteIntegral.congr'
{α : Type u_1}
{β : Type u_2}
{γ : Type u_3}
{m : MeasurableSpace α}
{μ : Measure α}
[NormedAddCommGroup β]
[NormedAddCommGroup γ]
{f : α → β}
{g : α → γ}
(hf : HasFiniteIntegral f μ)
(h : ∀ᵐ (a : α) ∂μ, ‖f a‖ = ‖g a‖)
:
theorem
MeasureTheory.hasFiniteIntegral_congr'
{α : Type u_1}
{β : Type u_2}
{γ : Type u_3}
{m : MeasurableSpace α}
{μ : Measure α}
[NormedAddCommGroup β]
[NormedAddCommGroup γ]
{f : α → β}
{g : α → γ}
(h : ∀ᵐ (a : α) ∂μ, ‖f a‖ = ‖g a‖)
:
HasFiniteIntegral f μ ↔ HasFiniteIntegral g μ
theorem
MeasureTheory.HasFiniteIntegral.congr
{α : Type u_1}
{β : Type u_2}
{m : MeasurableSpace α}
{μ : Measure α}
[NormedAddCommGroup β]
{f g : α → β}
(hf : HasFiniteIntegral f μ)
(h : f =ᶠ[ae μ] g)
:
theorem
MeasureTheory.hasFiniteIntegral_congr
{α : Type u_1}
{β : Type u_2}
{m : MeasurableSpace α}
{μ : Measure α}
[NormedAddCommGroup β]
{f g : α → β}
(h : f =ᶠ[ae μ] g)
:
HasFiniteIntegral f μ ↔ HasFiniteIntegral g μ
theorem
MeasureTheory.hasFiniteIntegral_const_iff
{α : Type u_1}
{β : Type u_2}
{m : MeasurableSpace α}
{μ : Measure α}
[NormedAddCommGroup β]
{c : β}
:
HasFiniteIntegral (fun (x : α) => c) μ ↔ c = 0 ∨ IsFiniteMeasure μ
theorem
MeasureTheory.hasFiniteIntegral_const_iff_isFiniteMeasure
{α : Type u_1}
{β : Type u_2}
{m : MeasurableSpace α}
{μ : Measure α}
[NormedAddCommGroup β]
{c : β}
(hc : c ≠ 0)
:
HasFiniteIntegral (fun (x : α) => c) μ ↔ IsFiniteMeasure μ
theorem
MeasureTheory.hasFiniteIntegral_const
{α : Type u_1}
{β : Type u_2}
{m : MeasurableSpace α}
{μ : Measure α}
[NormedAddCommGroup β]
[IsFiniteMeasure μ]
(c : β)
:
HasFiniteIntegral (fun (x : α) => c) μ
theorem
MeasureTheory.HasFiniteIntegral.of_mem_Icc
{α : Type u_1}
{m : MeasurableSpace α}
{μ : Measure α}
[IsFiniteMeasure μ]
(a b : ℝ)
{X : α → ℝ}
(h : ∀ᵐ (ω : α) ∂μ, X ω ∈ Set.Icc a b)
:
theorem
MeasureTheory.hasFiniteIntegral_of_bounded
{α : Type u_1}
{β : Type u_2}
{m : MeasurableSpace α}
{μ : Measure α}
[NormedAddCommGroup β]
[IsFiniteMeasure μ]
{f : α → β}
{C : ℝ}
(hC : ∀ᵐ (a : α) ∂μ, ‖f a‖ ≤ C)
:
theorem
MeasureTheory.HasFiniteIntegral.of_finite
{α : Type u_1}
{β : Type u_2}
{m : MeasurableSpace α}
{μ : Measure α}
[NormedAddCommGroup β]
[Finite α]
[IsFiniteMeasure μ]
{f : α → β}
:
theorem
MeasureTheory.HasFiniteIntegral.mono_measure
{α : Type u_1}
{β : Type u_2}
{m : MeasurableSpace α}
{μ ν : Measure α}
[NormedAddCommGroup β]
{f : α → β}
(h : HasFiniteIntegral f ν)
(hμ : μ ≤ ν)
:
theorem
MeasureTheory.HasFiniteIntegral.add_measure
{α : Type u_1}
{β : Type u_2}
{m : MeasurableSpace α}
{μ ν : Measure α}
[NormedAddCommGroup β]
{f : α → β}
(hμ : HasFiniteIntegral f μ)
(hν : HasFiniteIntegral f ν)
:
HasFiniteIntegral f (μ + ν)
theorem
MeasureTheory.HasFiniteIntegral.left_of_add_measure
{α : Type u_1}
{β : Type u_2}
{m : MeasurableSpace α}
{μ ν : Measure α}
[NormedAddCommGroup β]
{f : α → β}
(h : HasFiniteIntegral f (μ + ν))
:
theorem
MeasureTheory.HasFiniteIntegral.right_of_add_measure
{α : Type u_1}
{β : Type u_2}
{m : MeasurableSpace α}
{μ ν : Measure α}
[NormedAddCommGroup β]
{f : α → β}
(h : HasFiniteIntegral f (μ + ν))
:
@[simp]
theorem
MeasureTheory.hasFiniteIntegral_add_measure
{α : Type u_1}
{β : Type u_2}
{m : MeasurableSpace α}
{μ ν : Measure α}
[NormedAddCommGroup β]
{f : α → β}
:
HasFiniteIntegral f (μ + ν) ↔ HasFiniteIntegral f μ ∧ HasFiniteIntegral f ν
theorem
MeasureTheory.HasFiniteIntegral.smul_measure
{α : Type u_1}
{β : Type u_2}
{m : MeasurableSpace α}
{μ : Measure α}
[NormedAddCommGroup β]
{f : α → β}
(h : HasFiniteIntegral f μ)
{c : ENNReal}
(hc : c ≠ ⊤)
:
HasFiniteIntegral f (c • μ)
@[simp]
theorem
MeasureTheory.hasFiniteIntegral_zero_measure
{α : Type u_1}
{β : Type u_2}
[NormedAddCommGroup β]
{m : MeasurableSpace α}
(f : α → β)
:
@[simp]
theorem
MeasureTheory.hasFiniteIntegral_zero
(α : Type u_1)
(β : Type u_2)
{m : MeasurableSpace α}
(μ : Measure α)
[NormedAddCommGroup β]
:
HasFiniteIntegral (fun (x : α) => 0) μ
theorem
MeasureTheory.HasFiniteIntegral.neg
{α : Type u_1}
{β : Type u_2}
{m : MeasurableSpace α}
{μ : Measure α}
[NormedAddCommGroup β]
{f : α → β}
(hfi : HasFiniteIntegral f μ)
:
HasFiniteIntegral (-f) μ
@[simp]
theorem
MeasureTheory.hasFiniteIntegral_neg_iff
{α : Type u_1}
{β : Type u_2}
{m : MeasurableSpace α}
{μ : Measure α}
[NormedAddCommGroup β]
{f : α → β}
:
HasFiniteIntegral (-f) μ ↔ HasFiniteIntegral f μ
theorem
MeasureTheory.HasFiniteIntegral.norm
{α : Type u_1}
{β : Type u_2}
{m : MeasurableSpace α}
{μ : Measure α}
[NormedAddCommGroup β]
{f : α → β}
(hfi : HasFiniteIntegral f μ)
:
HasFiniteIntegral (fun (a : α) => ‖f a‖) μ
theorem
MeasureTheory.hasFiniteIntegral_norm_iff
{α : Type u_1}
{β : Type u_2}
{m : MeasurableSpace α}
{μ : Measure α}
[NormedAddCommGroup β]
(f : α → β)
:
HasFiniteIntegral (fun (a : α) => ‖f a‖) μ ↔ HasFiniteIntegral f μ
theorem
MeasureTheory.hasFiniteIntegral_toReal_of_lintegral_ne_top
{α : Type u_1}
{m : MeasurableSpace α}
{μ : Measure α}
{f : α → ENNReal}
(hf : ∫⁻ (x : α), f x ∂μ ≠ ⊤)
:
HasFiniteIntegral (fun (x : α) => (f x).toReal) μ
theorem
MeasureTheory.isFiniteMeasure_withDensity_ofReal
{α : Type u_1}
{m : MeasurableSpace α}
{μ : Measure α}
{f : α → ℝ}
(hfi : HasFiniteIntegral f μ)
:
IsFiniteMeasure (μ.withDensity fun (x : α) => ENNReal.ofReal (f x))
theorem
MeasureTheory.all_ae_ofReal_F_le_bound
{α : Type u_1}
{β : Type u_2}
{m : MeasurableSpace α}
{μ : Measure α}
[NormedAddCommGroup β]
{F : ℕ → α → β}
{bound : α → ℝ}
(h : ∀ (n : ℕ), ∀ᵐ (a : α) ∂μ, ‖F n a‖ ≤ bound a)
(n : ℕ)
:
∀ᵐ (a : α) ∂μ, ENNReal.ofReal ‖F n a‖ ≤ ENNReal.ofReal (bound a)
theorem
MeasureTheory.all_ae_tendsto_ofReal_norm
{α : Type u_1}
{β : Type u_2}
{m : MeasurableSpace α}
{μ : Measure α}
[NormedAddCommGroup β]
{F : ℕ → α → β}
{f : α → β}
(h : ∀ᵐ (a : α) ∂μ, Filter.Tendsto (fun (n : ℕ) => F n a) Filter.atTop (nhds (f a)))
:
∀ᵐ (a : α) ∂μ, Filter.Tendsto (fun (n : ℕ) => ENNReal.ofReal ‖F n a‖) Filter.atTop (nhds (ENNReal.ofReal ‖f a‖))
theorem
MeasureTheory.all_ae_ofReal_f_le_bound
{α : Type u_1}
{β : Type u_2}
{m : MeasurableSpace α}
{μ : Measure α}
[NormedAddCommGroup β]
{F : ℕ → α → β}
{f : α → β}
{bound : α → ℝ}
(h_bound : ∀ (n : ℕ), ∀ᵐ (a : α) ∂μ, ‖F n a‖ ≤ bound a)
(h_lim : ∀ᵐ (a : α) ∂μ, Filter.Tendsto (fun (n : ℕ) => F n a) Filter.atTop (nhds (f a)))
:
∀ᵐ (a : α) ∂μ, ENNReal.ofReal ‖f a‖ ≤ ENNReal.ofReal (bound a)
theorem
MeasureTheory.hasFiniteIntegral_of_dominated_convergence
{α : Type u_1}
{β : Type u_2}
{m : MeasurableSpace α}
{μ : Measure α}
[NormedAddCommGroup β]
{F : ℕ → α → β}
{f : α → β}
{bound : α → ℝ}
(bound_hasFiniteIntegral : HasFiniteIntegral bound μ)
(h_bound : ∀ (n : ℕ), ∀ᵐ (a : α) ∂μ, ‖F n a‖ ≤ bound a)
(h_lim : ∀ᵐ (a : α) ∂μ, Filter.Tendsto (fun (n : ℕ) => F n a) Filter.atTop (nhds (f a)))
:
theorem
MeasureTheory.tendsto_lintegral_norm_of_dominated_convergence
{α : Type u_1}
{β : Type u_2}
{m : MeasurableSpace α}
{μ : Measure α}
[NormedAddCommGroup β]
{F : ℕ → α → β}
{f : α → β}
{bound : α → ℝ}
(F_measurable : ∀ (n : ℕ), AEStronglyMeasurable (F n) μ)
(bound_hasFiniteIntegral : HasFiniteIntegral bound μ)
(h_bound : ∀ (n : ℕ), ∀ᵐ (a : α) ∂μ, ‖F n a‖ ≤ bound a)
(h_lim : ∀ᵐ (a : α) ∂μ, Filter.Tendsto (fun (n : ℕ) => F n a) Filter.atTop (nhds (f a)))
:
Filter.Tendsto (fun (n : ℕ) => ∫⁻ (a : α), ENNReal.ofReal ‖F n a - f a‖ ∂μ) Filter.atTop (nhds 0)
Lemmas used for defining the positive part of an L¹
function
theorem
MeasureTheory.HasFiniteIntegral.max_zero
{α : Type u_1}
{m : MeasurableSpace α}
{μ : Measure α}
{f : α → ℝ}
(hf : HasFiniteIntegral f μ)
:
HasFiniteIntegral (fun (a : α) => f a ⊔ 0) μ
theorem
MeasureTheory.HasFiniteIntegral.min_zero
{α : Type u_1}
{m : MeasurableSpace α}
{μ : Measure α}
{f : α → ℝ}
(hf : HasFiniteIntegral f μ)
:
HasFiniteIntegral (fun (a : α) => f a ⊓ 0) μ
theorem
MeasureTheory.HasFiniteIntegral.smul
{α : Type u_1}
{β : Type u_2}
{m : MeasurableSpace α}
{μ : Measure α}
[NormedAddCommGroup β]
{𝕜 : Type u_5}
[NormedAddCommGroup 𝕜]
[SMulZeroClass 𝕜 β]
[BoundedSMul 𝕜 β]
(c : 𝕜)
{f : α → β}
:
HasFiniteIntegral f μ → HasFiniteIntegral (c • f) μ
theorem
MeasureTheory.hasFiniteIntegral_smul_iff
{α : Type u_1}
{β : Type u_2}
{m : MeasurableSpace α}
{μ : Measure α}
[NormedAddCommGroup β]
{𝕜 : Type u_5}
[NormedRing 𝕜]
[MulActionWithZero 𝕜 β]
[BoundedSMul 𝕜 β]
{c : 𝕜}
(hc : IsUnit c)
(f : α → β)
:
HasFiniteIntegral (c • f) μ ↔ HasFiniteIntegral f μ
theorem
MeasureTheory.HasFiniteIntegral.const_mul
{α : Type u_1}
{m : MeasurableSpace α}
{μ : Measure α}
{𝕜 : Type u_5}
[NormedRing 𝕜]
{f : α → 𝕜}
(h : HasFiniteIntegral f μ)
(c : 𝕜)
:
HasFiniteIntegral (fun (x : α) => c * f x) μ
theorem
MeasureTheory.HasFiniteIntegral.mul_const
{α : Type u_1}
{m : MeasurableSpace α}
{μ : Measure α}
{𝕜 : Type u_5}
[NormedRing 𝕜]
{f : α → 𝕜}
(h : HasFiniteIntegral f μ)
(c : 𝕜)
:
HasFiniteIntegral (fun (x : α) => f x * c) μ
theorem
MeasureTheory.hasFiniteIntegral_count_iff
{α : Type u_1}
{β : Type u_2}
{m : MeasurableSpace α}
[NormedAddCommGroup β]
[MeasurableSingletonClass α]
{f : α → β}
:
HasFiniteIntegral f Measure.count ↔ Summable fun (x : α) => ‖f x‖
A function has finite integral for the counting measure iff its norm is summable.
theorem
MeasureTheory.HasFiniteIntegral.restrict
{α : Type u_1}
{m : MeasurableSpace α}
{μ : Measure α}
{E : Type u_6}
[NormedAddCommGroup E]
{f : α → E}
(h : HasFiniteIntegral f μ)
{s : Set α}
:
HasFiniteIntegral f (μ.restrict s)